+30.1%
ROK vs SUI
-26.4%
+56.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | +7.1% | -1.5% | +8.6% | +7.6% |
| 30D | -5.0% | +3.7% | -8.7% | -6.6% |
| 3M | -9.4% | -0.4% | -9.0% | -9.7% |
| 6M | -11.0% | -2.8% | -8.2% | -11.0% |
| YTD | +4.4% | -1.6% | +6.1% | +3.9% |
| 1Y | +7.4% | -2.1% | +9.5% | +7.0% |
| 3Y | +61.0% | +18.5% | +42.5% | +44.0% |
| All | +30.1% | -26.4% | +56.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling